Description

This analysis provides a forecast of SPY prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-04 642.087723 657.612050 672.882804 689.030332 705.615597 722.149360 739.873902
2026-01-11 621.928973 644.777702 667.558408 691.974516 717.401029 743.098248 771.031902
2026-01-18 607.060177 635.051014 663.238090 693.752514 725.857272 758.636724 794.641064
2026-01-25 596.702806 628.885630 661.563034 697.233906 735.085684 774.063455 817.249428
2026-02-01 587.177441 622.871053 659.374872 699.512678 742.423400 786.941143 836.642316
2026-02-08 579.017846 617.797868 657.715154 701.893385 749.442044 799.104159 854.931585
2026-02-15 570.948867 612.427981 655.375924 703.192438 754.974368 809.392167 870.953342
2026-02-22 563.812907 607.752890 653.498159 704.711682 760.490242 819.445243 886.533099
2026-03-01 556.789148 602.941291 651.235493 705.583130 765.092802 828.330453 900.690624
2026-03-08 549.587956 597.712863 648.313526 705.534613 768.507290 835.764983 913.127808
2026-03-15 544.178486 594.266589 647.173046 707.280495 773.749295 845.086381 927.552988
2026-03-22 537.891229 589.689475 644.639944 707.345427 777.005115 852.112228 939.351021
2026-03-29 533.325318 586.907251 643.991013 709.412134 782.414592 861.482033 953.750146
2026-04-05 529.728112 585.089580 644.310850 712.465127 788.847695 871.938803 969.342050
2026-04-12 525.494668 582.454258 643.624176 714.302873 793.844641 880.736784 983.039838
2026-04-19 522.711157 581.353197 644.570766 717.900671 800.761770 891.652451 999.119542
2026-04-26 519.236844 579.390209 644.475503 720.255673 806.221032 900.890912 1013.287124
2026-05-03 516.004847 577.622418 644.529889 722.716052 811.748590 910.174668 1027.498730
2026-05-10 512.168850 575.093831 643.656183 724.058593 815.951780 917.919531 1039.936789
2026-05-17 508.640117 572.843957 643.034322 725.628711 820.366072 925.872944 1052.603833
2026-05-24 504.806224 570.178081 641.877708 726.529347 823.964914 932.861017 1064.145203
2026-05-31 500.484259 566.886087 639.944600 726.479204 826.418774 938.497235 1074.101868
2026-06-07 497.508699 565.083320 639.663754 728.283574 830.974227 946.530416 1086.839692